CORZ Options History — April 2022

In April 2022, CORZ traded between $5.99 and $8.72. ATM implied volatility averaged 87.6%. The 30-day expected move averaged 25.6%. IV traded above realized volatility by 32.6% (HV 20d: 55.0%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.52.

Notable Days

  • 2022-04-12: Highest Volume — 22,072 contracts
  • 2022-04-11: Largest IV spike — 57.7% change
  • 2022-04-26: Largest Expected Move — 27.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.43$5.99$8.72$8.46$5.99
Max Pain$8.30$7.50$10.00$10.00$7.50
ATM IV87.6%61.7%125.8%85.6%91.7%
Expected Move25.6%23.2%27.8%27.5%26.3%
HV 20d55.0%43.6%76.2%76.2%55.3%
HV 60d96.6%92.6%101.1%101.1%92.6%
Term Structure3.1%-6.7%11.9%10.7%0.4%
VWIV90.4%79.9%105.3%92.3%93.8%
Skew 25d4.2%-5.9%13.9%10.8%-5.9%
Skew 10d3.7%-17.4%42.2%42.2%-1.8%
Call IV 25d91.1%80.2%106.0%89.8%104.1%
Put IV 25d95.3%82.0%106.8%100.6%98.2%
Bid-Ask Spread %60.9746.3275.6358.7674.37
Gamma HHI0.270.190.400.280.26
Net GEX346.9K158.1K721.4K395.7K189.0K
Net DEX-9.7M-18.0M-3.5M-14.3M-3.8M
Net VEX-76.0K-90.2K-57.3K-89.0K-57.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.520.141.430.580.17
Total Volume10,598.637622,0727,47715,970
Total OI100,567.0586,600135,09590,57791,507

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-04-01$8.46$10.0085.6%27.5%76.2%0.0%92.3%10.8%10.7%395.7K-14.3M-89.0K0.5858.764,7312,74665,76824,809
2022-04-04$8.72$10.0082.7%26.2%74.0%0.0%91.9%4.4%6.4%539.4K-16.3M-81.9K0.2359.8211,8542,77567,53224,871
2022-04-05$8.71$10.0082.0%26.5%60.0%0.0%93.7%5.6%3.1%676.2K-18.0M-90.2K0.4250.268,7573,64676,36524,872
2022-04-06$8.37$10.0082.5%25.7%61.4%0.0%91.1%-1.1%5.9%595.3K-14.1M-89.2K0.3953.498,3703,28982,74625,522
2022-04-07$8.29$9.0078.8%26.6%57.9%0.0%97.9%-1.0%-0.2%610.2K-12.5M-86.0K0.7956.483,8183,00685,29025,877
2022-04-08$8.39$9.0061.7%26.3%51.2%0.0%82.5%11.7%3.5%721.4K-13.6M-86.3K0.8454.123,1652,64585,79826,177
2022-04-11$8.11$9.0097.3%26.2%52.8%0.0%89.6%11.2%6.5%166.1K-7.5M-71.3K0.7151.264,2633,04487,24626,379
2022-04-12$7.73$9.00125.8%24.9%52.1%0.0%87.2%11.8%9.3%158.1K-6.6M-68.8K0.6259.5113,6308,44289,08826,571
2022-04-13$8.05$7.5088.8%25.5%48.9%0.0%85.8%13.9%-0.0%224.7K-10.3M-81.4K0.2448.7412,1092,88995,55130,648
2022-04-14$7.72$7.5082.7%23.7%47.9%0.0%81.9%10.2%11.9%292.9K-11.4M-89.5K0.4663.396,7823,144104,25730,838
2022-04-18$7.51$7.5084.6%24.2%48.4%0.0%82.1%3.9%8.2%293.8K-11.9M-85.5K0.2355.4711,2892,58169,58917,011
2022-04-19$7.64$7.5081.0%23.2%43.6%0.0%81.4%1.3%2.7%383.4K-14.0M-89.2K1.4362.975,1077,30174,49717,050
2022-04-20$7.19$7.5080.9%23.2%46.7%0.0%79.9%0.5%2.0%366.2K-11.3M-81.0K1.0773.762,0402,19176,99614,973
2022-04-21$6.58$7.5081.8%23.4%54.0%0.0%85.2%1.4%9.1%270.3K-6.2M-68.8K0.6369.054,0572,56277,73415,039
2022-04-22$6.29$7.5087.2%25.0%55.1%0.0%89.4%0.0%-3.0%232.0K-4.6M-63.9K0.2146.3213,2862,77277,86115,326
2022-04-25$6.31$7.5094.3%27.0%55.5%0.0%99.6%2.6%-6.7%224.6K-4.8M-63.0K0.3558.608,4242,93774,12715,566
2022-04-26$6.11$7.5096.9%27.8%52.5%0.0%105.3%3.0%-5.2%195.5K-4.4M-61.0K0.3674.007,2572,62572,66115,600
2022-04-27$6.13$7.5094.7%27.2%53.1%0.0%102.2%-3.2%-0.8%186.5K-3.5M-57.3K0.1475.633294773,95215,857
2022-04-28$6.26$7.5092.1%26.4%54.3%0.0%94.6%2.5%-2.5%215.7K-4.5M-60.4K0.4473.475,6192,47373,96115,829
2022-04-29$5.99$7.5091.7%26.3%55.3%0.0%93.8%-5.9%0.4%189.0K-3.8M-57.3K0.1774.3713,6442,32675,59815,909